Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49364.34 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45302.8 Kr¶

PnL: ---------------------------------------> 246.8 Kr¶

DD now: ---------------------------------> -7.071 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:36:16.842021'

Anic Portfolio¶

Today¶

Return: -0.712 %¶

This Week¶

Return: 0.124 %¶

Total portfolio value¶

Return including deposits: 61.606 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.120000 1665.720000 196.720000 13.390000 1468.999998
Orrön Energy 180 0.040000 2203.200000 160.200000 7.840000 2043.000000
Sedana Medical 93 -1.960000 2609.580000 88.580000 3.510000 2521.000011
Atrium Ljungberg B 5 -0.300000 992.000000 57.000000 6.100000 935.000000
Platzer Fastigheter Holding B 12 -1.410000 1005.600000 44.600000 4.640000 960.999996
Sagax B 4 -0.400000 893.600000 39.600000 4.640000 854.000000
JM 6 -0.070000 901.800000 37.800000 4.380000 864.000000
Catena 2 -1.480000 826.400000 34.400000 4.340000 792.000000
Hexatronic Group 12 -0.070000 1001.040000 34.040000 3.520000 966.999996
Hoist Finance 35 -0.520000 1011.500000 31.500000 3.210000 980.000000
Sagax A 4 -1.790000 880.000000 26.000000 3.040000 854.000000
Bilia A 8 0.000000 916.000000 16.000000 1.780000 900.000000
Gränges 9 -0.190000 940.500000 12.500000 1.350000 927.999999
HEXPOL B 9 0.440000 1032.300000 11.300000 1.110000 1020.999996
Biotage 7 -0.730000 950.600000 9.600000 1.020000 940.999997
Byggmax Group 33 -0.950000 964.260000 8.260000 0.860000 956.000001
BioGaia B 8 -1.600000 935.200000 5.200000 0.560000 930.000000
AcadeMedia 8 -0.300000 405.200000 3.200000 0.800000 402.000000
Clas Ohlson B 12 -0.850000 975.600000 2.600000 0.270000 972.999996
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
OX2 13 -0.480000 950.300000 0.300000 0.030000 949.999999
ASSA ABLOY B 3 -0.150000 778.500000 -0.500000 -0.060000 779.000001
EQT 4 -1.100000 827.200000 -4.800000 -0.580000 832.000000
Alimak Group 11 -0.840000 910.800000 -17.200000 -1.850000 927.999996
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 -0.380000 914.750000 -25.250000 -2.690000 940.000000
Addnode Group B 11 -1.160000 891.550000 -29.450000 -3.200000 921.000003
Indutrade 5 -0.550000 1183.500000 -34.500000 -2.830000 1218.000000
Latour B 4 -0.540000 811.600000 -45.400000 -5.300000 857.000000
Vitec Software Group B 2 -2.080000 1037.000000 -50.000000 -4.600000 1087.000000
Bufab 3 -0.970000 1040.400000 -68.600000 -6.190000 1109.000001
Hexagon B 26 -1.400000 3385.200000 -75.800000 -2.190000 3461.000010
INVISIO 16 -0.440000 3600.000000 -89.000000 -2.410000 3689.000000
BHG Group 97 -1.120000 1365.760000 -93.240000 -6.390000 1458.999989
TOTAL 45302.800000 246.800000 -7.07076% 45056.000411

Updated:¶

'2023-07-05 09:36:33.616990'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶